Accessibility Links

Model Validation Quant - Tier 1 Investment Bank

  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £120000 per annum
  • Job reference: SJ - 1605 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 16/05/2018

Model Validation Quant - Tier 1 Investment Bank

A tier 1 investment bank is seeking to hire a VP level quantitative analyst in their model validation team here in London. The role will involve theoretical review and validation of FO pricing models for equity derivative products as well as interaction with multiple stakeholders (front office quants, quant developers and IT)

To apply for this position you will have a professional background as a quantitative analyst in a model validation function. You will also ideally have experience and knowledge of equity derivative pricing models and C++ libraries


Responsibilities will include:

- Perform theoretical review and validation of FO pricing models for equity derivative products in the independent C++ library
- Liaise with key stakeholders in the FO (traders, quants, developers etc.)
- Provide challenge to model assumptions, mathematical formulation, and implementation. 

To be considered for this opportunity you will need to demonstrate:

- Experience in validating equity derivative and hybrid pricing models
- Coding experience in C#, C++ and or Python
- A strong academic qualification (PhD or MSc) in a quantitative discipline such as financial mathematics, physics, engineering etc. 

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com 

Similar jobs
Trade Finance - Luxembourg
  • Job type: Permanent
  • Location: Luxembourg
  • Salary: Negotiable
  • Description A globally established metals trading company is looking to add to their Trade Finance team in Luxembourg.
Quantitative Model Review Analyst
  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Description Description A leading Investment Bank is looking to expand its quantitative model review group covering models primarily across the product valuation, algorithmic trading
Institutional Investor Relations Associate
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Key responsibilities of the Institutional Investor Relations Associate includes: * Supporting the PE team and Senior IR manager in the delivery of a full IR programme
Rates Quantitative Analyst
  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Description A tier 1 investment bank is looking for a VP-level quant analyst to join their macro quant team. This front-office position will involve working directly with the trading business to develop pricing
Danish Investment Counsellor
  • Job type: Permanent
  • Location: City of London, London
  • Salary: Competitive
  • Description Spanish, Dutch or Danish Investment Counsel Region agnostic approach A Leading Investment Manager are looking to hire an investment counsellor to forge strong client relations in a European location